Numeric Integration in R

From ECON 520

In R, you can numerically integrate a function that has a scalar input, as follows.

First, if necessary, define the function:

 > myfunction <- function(x) { [function body]}

Then, use

 > integrate(myfunction, lower=L, upper=U)

where L is the lower bound of integration, and U is the upper bound. You can use -Inf and Inf for negative and positive infinity in the specification of the bounds of integration.